Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-02-01 0.192610 0.206021 0.220263 0.236578 0.254825 0.274696 0.298093
2026-02-08 0.172809 0.190163 0.209436 0.232610 0.259972 0.291574 0.331317
2026-02-15 0.163600 0.184160 0.207834 0.237481 0.274162 0.318820 0.378557
2026-02-22 0.153443 0.175712 0.202074 0.236154 0.279938 0.335632 0.414208
2026-03-01 0.144696 0.168024 0.196273 0.233779 0.283545 0.349340 0.446776
2026-03-08 0.136442 0.160231 0.189575 0.229404 0.283707 0.357927 0.472675
2026-03-15 0.129793 0.153949 0.184241 0.226183 0.284812 0.367487 0.500723
2026-03-22 0.126599 0.151802 0.183983 0.229540 0.295051 0.390824 0.552998
2026-03-29 0.125399 0.152091 0.186833 0.237202 0.311913 0.425655 0.629648
2026-04-05 0.120867 0.147703 0.183079 0.235196 0.314156 0.437817 0.668982
2026-04-12 0.117910 0.145249 0.181784 0.236550 0.321474 0.458752 0.727901
2026-04-19 0.112425 0.139120 0.175069 0.229492 0.315025 0.455876 0.740049
2026-04-26 0.107025 0.133034 0.168327 0.222290 0.308257 0.452537 0.752435
2026-05-03 0.103394 0.129245 0.164666 0.219509 0.308412 0.461341 0.792056
2026-05-10 0.102329 0.128963 0.165973 0.224347 0.321459 0.494891 0.893999
2026-05-17 0.099631 0.126260 0.163620 0.223302 0.324403 0.509844 0.956593
2026-05-24 0.096817 0.123282 0.160720 0.221198 0.325294 0.520847 1.012252
2026-05-31 0.093666 0.119710 0.156790 0.217211 0.322520 0.524155 1.048573
2026-06-07 0.090977 0.116716 0.153607 0.214262 0.321379 0.530663 1.095680
2026-06-14 0.090012 0.116184 0.154099 0.217357 0.331505 0.562166 1.226222
2026-06-21 0.090069 0.117137 0.156874 0.224401 0.349646 0.614107 1.445476
2026-06-28 0.087977 0.114834 0.154517 0.222560 0.350495 0.626720 1.536358
2026-07-05 0.086713 0.113724 0.153971 0.223804 0.357505 0.654993 1.700426